Share price$8.86
1D+4.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:21:12.934Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.00127605Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.04 | 188.2% | 85.7% | |||
| 25Δ | 16.83 | 203.4% | 96.1% | 7.64 | 98.4% | 18.8% |
| 30Δ | 16.09 | 191.7% | 88.5% | 7.93 | 96.6% | 17.0% |
| 35Δ | 15.34 | 179.9% | 81.0% | 8.23 | 94.8% | 15.2% |
| 40Δ | 14.60 | 168.1% | 73.4% | 8.53 | 93.0% | 13.4% |
| 45Δ | 13.85 | 156.3% | 65.8% | 8.83 | 91.2% | 11.6% |
| 50Δ | 13.11 | 144.5% | 58.3% | 9.12 | 89.4% | 9.9% |
| 55Δ | 12.36 | 132.8% | 50.7% | 9.42 | 87.6% | 8.1% |
| 60Δ | 11.62 | 121.0% | 43.1% | 9.72 | 85.8% | 6.3% |
| 65Δ | 10.87 | 109.2% | 35.6% | 10.09 | 86.6% | 4.7% |
| 70Δ | 10.13 | 97.4% | 28.0% | 11.90 | 136.6% | 5.5% |
| 75Δ | 9.38 | 85.6% | 20.4% | 15.62 | 199.5% | 5.8% |
| 80Δ | 8.64 | 73.8% | 12.8% | |||
No recorded observations